# Data API
A collection of data endpoints.
Data endpoint url: https://api.orats.io/datav2/live
Examples shown use curl (opens new window). Please use the latest version of curl in order for all the request examples to work.
You can also view the data by copying the Data API URL into your web browser.
REQUEST LIMIT
There is a 1000 request per minute limit for the data API.
# Strikes
Retrieves live strikes data.
# Retrieve
GET | https://api.orats.io/datav2/live/strikes
| ARGUMENTS | Definition | Required/Optional |
|---|---|---|
| ticker | the ticker to retrieve | required |
Example Request
curl "https://api.orats.io/datav2/live/strikes?token=your-secret-token&ticker=AAPL"
curl "https://api.orats.io/datav2/live/strikes.csv?token=your-secret-token&ticker=AAPL"
Example Response
{
"data": [
{
"ticker": "AAPL",
"tradeDate": "2020-08-20",
"expirDate": "2020-08-21",
"dte": 2,
"strike": 170,
"stockPrice": 472.04,
"callVolume": 1,
"callOpenInterest": 25,
"callBidSize": 5,
"callAskSize": 1,
"putVolume": 0,
"putOpenInterest": 254,
"putBidSize": 0,
"putAskSize": 5,
"callBidPrice": 300,
"callValue": 302.0399999999998,
"callAskPrice": 303.5,
"putBidPrice": 0,
"putValue": 0,
"putAskPrice": 0.03,
"callBidIv": 0,
"callMidIv": 0,
"callAskIv": 0,
"smvVol": 0.479,
"putBidIv": 0,
"putMidIv": 0,
"putAskIv": 0,
"residualRate": 0.00940249928224725,
"delta": 0.999999999999981,
"gamma": -3.45532685567e-14,
"theta": 4.158119917786468e-12,
"vega": 0.00002000000300203773,
"rho": 0,
"phi": 0,
"driftlessTheta": 4.158009178695611e-12,
"callSmvVol": 0.4086910946991118,
"putSmvVol": 0.4827136474142054,
"extSmvVol": 0.5410404092566812,
"extCallValue": 302.0399999999995,
"extPutValue": 0,
"spotPrice": 472.04,
"quoteDate": "2020-08-20T19:14:00Z",
"updatedAt": "2020-08-20T19:14:11Z"
},
.....
]
}
# Strikes By Expiry
Retrieves live strikes data by expiration dates.
# Retrieve
GET | https://api.orats.io/datav2/live/strikes/monthly
| ARGUMENTS | Definition | Required/Optional |
|---|---|---|
| ticker | the ticker to retrieve | required |
| expiry | comma delimited expiration dates | required |
Example Request
curl -L "https://api.orats.io/datav2/live/strikes/monthly?token=your-token&ticker=AAPL&expiry=2020-09-18,2022-01-21"
curl -L "https://api.orats.io/datav2/live/strikes/monthly.csv?token=your-token&ticker=AAPL&expiry=2020-09-18,2022-01-21"
Example Response
{
"data": [
{
"ticker": "AAPL",
"tradeDate": "2020-08-20",
"expirDate": "2020-09-18",
"dte": 30,
"strike": 95,
"stockPrice": 471.9,
"callVolume": 0,
"callOpenInterest": 3,
"callBidSize": 70,
"callAskSize": 70,
"putVolume": 8,
"putOpenInterest": 3170,
"putBidSize": 2,
"putAskSize": 2,
"callBidPrice": 376.3,
"callValue": 376.91933416213413,
"callAskPrice": 377.6,
"putBidPrice": 0.01,
"putValue": 6.483702474751357e-16,
"putAskPrice": 0.02,
"callBidIv": 0,
"callMidIv": 2.5598980161922977,
"callAskIv": 2.5598980161922977,
"smvVol": 0.922,
"putBidIv": 1.7059932612982442,
"putMidIv": 1.7508200922374524,
"putAskIv": 1.7956469231766603,
"residualRate": -0.0010591745886956022,
"delta": 0.9999999999999919,
"gamma": 2.232739118676697e-16,
"theta": -0.0006659523251770838,
"vega": 0.000019999992620531577,
"rho": 0.07554074996584312,
"phi": -0.3753786495508393,
"driftlessTheta": -1.2732515167011868e-9,
"callSmvVol": 0.7643409651482509,
"putSmvVol": 0.9289882255704919,
"extSmvVol": 0.5410193159589618,
"extCallValue": 376.91933806158795,
"extPutValue": 0,
"spotPrice": 471.9,
"quoteDate": "2020-08-20T19:19:13Z",
"updatedAt": "2020-08-20T19:19:22Z"
},
.....
]
}
# Strikes by Options
Retrieves live strikes data by list of single options.
# Retrieve by GET Request
GET | https://api.orats.io/datav2/live/strikes/options
| ARGUMENTS | Definition | Required/Optional |
|---|---|---|
| symbols | comma delimited OCC option symbols | required |
Payload is an array of OCC option symbols.
The OCC option symbol consists of four parts:
- Root symbol of the underlying stock or ETF, padded with spaces to 6 characters
- Expiration date, 6 digits in the format YYMMDD
- Option type, either P or C, for put or call
- Strike price, as the price x 1000, front padded with 0s to 8 digits
Example Request
curl -L "https://api.orats.io/datav2/live/strikes/options?token=your-token&ticker=AAPL230915C00175000,SPXW230317C04000000,VIXW230222P00020000,MSFT,IBM,AMZN"
Example Response
{
"data": [
{
"ticker": "VIX",
"optionSymbol": "VIXW230222P00020000",
"tradeDate": "2023-02-03",
"expirDate": "2023-02-22",
"dte": 20,
"strike": 20,
"optionType": "Put",
"stockPrice": 20.939351930930865,
"volume": 0,
"openInterest": 609,
"bidSize": 57,
"askSize": 384,
"bidPrice": 0.87,
"optValue": 0.9561060458605364,
"askPrice": 1.05,
"bidIv": 0.7186810564051117,
"midIv": 0.770273439101075,
"askIv": 0.8218658217970384,
"smvVol": 0.767,
"residualRate": 0.0006429682602533522,
"delta": 0.6445440317377228,
"gamma": 0.10697872745802872,
"theta": -0.03807004163269267,
"vega": 0.017458321670381048,
"rho": 0.005658583000284636,
"phi": -0.0065899756567512095,
"driftlessTheta": -0.03664097826777429,
"optSmvVol": 0.7680412349659224,
"extSmvVol": 0.8053869894000583,
"extOptValue": 1.0212646998232824,
"spotPrice": 20.01,
"quoteDate": "2023-02-03T20:45:35Z",
"updatedAt": "2023-02-03T20:45:47Z",
"expiryTod": "am"
},
{
"ticker": "SPX",
"optionSymbol": "SPXW230317C04000000",
"tradeDate": "2023-02-03",
"expirDate": "2023-03-17",
"dte": 43,
"strike": 4000,
"optionType": "Call",
"stockPrice": 4123.9918580692365,
"volume": 36,
"openInterest": 2241,
"bidSize": 35,
"askSize": 35,
"bidPrice": 191.5,
"optValue": 192.9239738811763,
"askPrice": 194.3,
"bidIv": 0.18536612689061044,
"midIv": 0.18833419474509266,
"askIv": 0.19130226259957492,
"smvVol": 0.192,
"residualRate": -0.0035423139470171262,
"delta": 0.7306021896796264,
"gamma": 0.0012838355801659208,
"theta": -1.3983169341672217,
"vega": 4.4865603321040926,
"rho": 3.262093346854842,
"phi": -3.483629713514347,
"driftlessTheta": -1.0086338012279499,
"optSmvVol": 0.1883850205351402,
"extSmvVol": 0.20054964267640804,
"extOptValue": 198.7022112777489,
"spotPrice": 4136.78,
"quoteDate": "2023-02-03T20:45:35Z",
"updatedAt": "2023-02-03T20:45:44Z",
"expiryTod": "pm"
},
{
"ticker": "AAPL",
"optionSymbol": "AAPL230915C00175000",
"tradeDate": "2023-02-03",
"expirDate": "2023-09-15",
"dte": 225,
"strike": 175,
"optionType": "Call",
"stockPrice": 154.93,
"volume": 668,
"openInterest": 17491,
"bidSize": 286,
"askSize": 229,
"bidPrice": 6.4,
"optValue": 6.436764917057624,
"askPrice": 6.5,
"bidIv": 0.25166285377728825,
"midIv": 0.252810042825454,
"askIv": 0.25395723187361974,
"smvVol": 0.253,
"residualRate": -0.001958829998850505,
"delta": 0.3394409447941169,
"gamma": 0.012363029369889842,
"theta": -0.02945496191456257,
"vega": 0.44072210974017695,
"rho": 0.2863111037574353,
"phi": -0.3237916862381646,
"driftlessTheta": -0.024204274582774528,
"optSmvVol": 0.2525063799813928,
"extSmvVol": 0.22819338605196937,
"extOptValue": 5.362257906361914,
"spotPrice": 154.93,
"quoteDate": "2023-02-03T20:45:29Z",
"updatedAt": "2023-02-03T20:45:39Z",
"expiryTod": "pm"
},
{
"ticker": "MSFT",
"stockPrice": 257.7,
"bid": 257.7,
"ask": 257.71,
"bidSize": 1,
"askSize": 3,
"volume": 21520794,
"quoteDate": "2023-02-03T20:45:47Z",
"updatedAt": "2023-02-03T20:45:47Z"
},
{
"ticker": "IBM",
"stockPrice": 136.51,
"bid": 136.5,
"ask": 136.52,
"bidSize": 2,
"askSize": 2,
"volume": 2598769,
"quoteDate": "2023-02-03T20:45:39Z",
"updatedAt": "2023-02-03T20:45:39Z"
},
{
"ticker": "AMZN",
"stockPrice": 103.21,
"bid": 103.2,
"ask": 103.22,
"bidSize": 2,
"askSize": 5,
"volume": 122900739,
"quoteDate": "2023-02-03T20:45:50Z",
"updatedAt": "2023-02-03T20:45:50Z"
}
]
}
# Retrieve by POST Request
POST | https://api.orats.io/datav2/live/strikes/options
Payload is an array of OCC option symbols.
The OCC option symbol consists of four parts:
- Root symbol of the underlying stock or ETF, padded with spaces to 6 characters
- Expiration date, 6 digits in the format YYMMDD
- Option type, either P or C, for put or call
- Strike price, as the price x 1000, front padded with 0s to 8 digits
Example Request
curl -X POST -d @payload.json -L "https://api.orats.io/datav2/live/strikes/options?token=your-secret-token" --header "Content-Type:application/json"
curl -X POST -d @payload.json -L "https://api.orats.io/datav2/live/strikes/options.csv?token=your-secret-token" --header "Content-Type:text/csv"
Example POST Input Payload
[
"AAPL230915C00175000",
"SPXW230317C04000000",
"VIXW230222P00020000",
"MSFT",
"IBM",
"AMZN"
]
# Expiration Dates
Retrieves Expiration dates by ticker
# Retrieve by GET Request
GET | https://api.orats.io/datav2/live/expirations
| ARGUMENTS | Definition | Required/Optional |
|---|---|---|
| ticker | the ticker to retrieve | required |
| include | include list of strikes (true or false) | optional |
Example Request
curl -L "https://api.orats.io/datav2/live/expirations?token=your-token&ticker=AAPL"
Example Response
{
"data": [
"2020-08-21",
"2020-08-28",
"2020-09-04",
"2020-09-11",
"2020-09-18",
"2020-09-25",
"2020-10-02",
"2020-10-16",
"2020-11-20",
"2020-12-18",
"2021-01-15",
"2021-03-19",
"2021-04-16",
"2021-06-18",
"2021-09-17",
"2022-01-21",
"2022-06-17",
"2022-09-16"
]
}
Example Request with strikes
curl -L "https://api.orats.io/datav2/live/expirations?token=your-token&ticker=AAPL&include=true"
{
"data": [
{
"expiration": "2020-08-21",
"strikes": [
"170.0",
"175.0",
"180.0",
.....
]
},
{
"expiration": "2020-08-28",
"strikes": [
"190.0",
"195.0",
"200.0",
.....
]
},
.....
]
}
# Monies
Retrieves live monthly implied or forecast monies data.
# Retrieve
GET | https://api.orats.io/datav2/live/monies/implied or https://api.orats.io/datav2/live/monies/forecast
| ARGUMENTS | Definition | Required/Optional |
|---|---|---|
| ticker | the ticker to retrieve | required |
Example Request
curl -L "https://api.orats.io/datav2/live/monies/implied?token=your-token&ticker=AAPL"
curl -L "https://api.orats.io/datav2/live/monies/implied.csv?token=your-token&ticker=AAPL"
Example Response
{
"data": [
{
"ticker": "AAPL",
"tradeDate": "2020-08-20",
"expirDate": "2020-08-21",
"stockPrice": 471.8,
"riskFreeRate": 0.001,
"yieldRate": 0,
"residualYieldRate": 0.00656417,
"residualRateSlp": 0,
"residualR2": 0.64216476,
"confidence": 0.42420647,
"mwVol": 0.00271022,
"vol100": 0.498356,
"vol95": 0.447024,
"vol90": 0.395106,
"vol85": 0.377851,
"vol80": 0.333288,
"vol75": 0.331718,
"vol70": 0.313216,
"vol65": 0.288153,
"vol60": 0.287804,
"vol55": 0.287625,
"vol50": 0.287166,
"vol45": 0.286974,
"vol40": 0.30672,
"vol35": 0.307104,
"vol30": 0.307586,
"vol25": 0.328885,
"vol20": 0.350202,
"vol15": 0.352869,
"vol10": 0.37785,
"vol5": 0.387944,
"vol0": 0.412843,
"typeFlag": 0,
"atmiv": 0.296913,
"slope": -0.1935094495,
"deriv": 0.2209107821,
"fit": 7.91e-8,
"spotPrice": 471.8,
"calVol": 0.330914,
"unadjVol": 0.330914,
"earnEffect": 0,
"quoteDate": "2020-08-20T19:31:01Z",
"updatedAt": "2020-08-20T19:31:05Z"
},
.....
]
}
# SMV Summaries
Retrieves Live SMV Summary data.
# Retrieve
GET | https://api.orats.io/datav2/live/summaries
| ARGUMENTS | Definition | Required/Optional |
|---|---|---|
| ticker | the ticker to retrieve | optional |
Example Request
curl -L "https://api.orats.io/datav2/live/summaries?token=your-token&ticker=AAPL"
curl -L "https://api.orats.io/datav2/live/summaries.csv?token=your-token&ticker=AAPL"
Example Response
{
"data": [
{
"ticker": "AAPL",
"tradeDate": "2020-08-20",
"stockPrice": 471.51,
"annActDiv": 0.8311862407905244,
"annIdiv": 1.4663663960026643,
"borrow30": -0.0014834512140101226,
"borrow2y": 0.0030054488542523594,
"confidence": 0.9797554013503482,
"exErnIv10d": 0.3287171290664954,
"exErnIv20d": 0.33691136127951243,
"exErnIv30d": 0.3410016707386448,
"exErnIv60d": 0.3506721567616783,
"exErnIv90d": 0.3463865877276562,
"exErnIv6m": 0.33846137343389915,
"exErnIv1y": 0.3304813598545351,
"ieeEarnEffect": 3.455381380388122,
"impliedMove": 0.1000887527282292,
"impliedNextDiv": 0.4596793777109908,
"iv10d": 0.3287171290664954,
"iv20d": 0.33691136127951243,
"iv30d": 0.3410016707386448,
"iv60d": 0.3531020773014003,
"iv90d": 0.38130786872840666,
"iv6m": 0.3673564778056683,
"iv1y": 0.3665318617046922,
"mwAdj30": 0.003998105296688083,
"mwAdj2y": 0.004768084366471555,
"nextDiv": 0.205,
"rDrv30": 0.14807345449996237,
"rDrv2y": 0.10663616714969645,
"rSlp30": 0.05851220425785725,
"rSlp2y": 1.2032656305570337,
"rVol30": 0.3465387834621353,
"rVol2y": 0.32400255972484254,
"rip": 9.07512472859645,
"riskFree30": 0.0012247438246137678,
"riskFree2y": 0.0017590831816040404,
"skewing": 0.47518014442303524,
"contango": 0.0029645822666862737,
"totalErrorConf": 0.00006460739651522705,
"dlt5Iv10d": 0.4944765653493802,
"dlt5Iv20d": 0.5148997836803292,
"dlt5Iv30d": 0.4936220453948847,
"dlt5Iv60d": 0.474249643372246,
"dlt5Iv90d": 0.45139488639862524,
"dlt5Iv6m": 0.3909122801894054,
"dlt5Iv1y": 0.3883788825587148,
"exErnDlt5Iv10d": 0.4944765653493802,
"exErnDlt5Iv20d": 0.5148997836803292,
"exErnDlt5Iv30d": 0.4936220453948847,
"exErnDlt5Iv60d": 0.471819722832524,
"exErnDlt5Iv90d": 0.41647360539787476,
"exErnDlt5Iv6m": 0.3620171758176362,
"exErnDlt5Iv1y": 0.35232838070855765,
"dlt25Iv10d": 0.36434902855408735,
"dlt25Iv20d": 0.3589092493429157,
"dlt25Iv30d": 0.3517285176191797,
"dlt25Iv60d": 0.3635148976125414,
"dlt25Iv90d": 0.38640246861061694,
"dlt25Iv6m": 0.3678711954985745,
"dlt25Iv1y": 0.36397126871227214,
"exErnDlt25Iv10d": 0.36434902855408735,
"exErnDlt25Iv20d": 0.3589092493429157,
"exErnDlt25Iv30d": 0.3517285176191797,
"exErnDlt25Iv60d": 0.3610849770728194,
"exErnDlt25Iv90d": 0.35148118760986646,
"exErnDlt25Iv6m": 0.3389760911268053,
"exErnDlt25Iv1y": 0.327920766862115,
"dlt75Iv10d": 0.3464251251603087,
"dlt75Iv20d": 0.35028954223512854,
"dlt75Iv30d": 0.35485074255937354,
"dlt75Iv60d": 0.3691415304954136,
"dlt75Iv90d": 0.40061475680204683,
"dlt75Iv6m": 0.39071049527689683,
"dlt75Iv1y": 0.38845402008417934,
"exErnDlt75Iv10d": 0.3464251251603087,
"exErnDlt75Iv20d": 0.35028954223512854,
"exErnDlt75Iv30d": 0.35485074255937354,
"exErnDlt75Iv60d": 0.3667116099556916,
"exErnDlt75Iv90d": 0.36569347580129635,
"exErnDlt75Iv6m": 0.36181539090512765,
"exErnDlt75Iv1y": 0.3524035182340222,
"dlt95Iv10d": 0.5013781848572263,
"dlt95Iv20d": 0.49541455846320304,
"dlt95Iv30d": 0.5061318922183151,
"dlt95Iv60d": 0.5128632909539379,
"dlt95Iv90d": 0.5434893527929356,
"dlt95Iv6m": 0.5265598519513455,
"dlt95Iv1y": 0.505978628898496,
"exErnDlt95Iv10d": 0.5013781848572263,
"exErnDlt95Iv20d": 0.49541455846320304,
"exErnDlt95Iv30d": 0.5061318922183151,
"exErnDlt95Iv60d": 0.5104333704142159,
"exErnDlt95Iv90d": 0.5085680717921852,
"exErnDlt95Iv6m": 0.4976647475795763,
"exErnDlt95Iv1y": 0.46992812704833886,
"fwd30_20": 0.34903851882165243,
"fwd60_30": 0.36480133571929396,
"fwd90_30": 0.3999405785964037,
"fwd90_60": 0.43223248174272055,
"fwd180_90": 0.3528538972682223,
"fexErn30_20": 0.34903851882165243,
"fexErn60_30": 0.36008302321718394,
"fexErn90_30": 0.34904789429695793,
"fexErn90_60": 0.3376523084728632,
"fexErn180_90": 0.33034608285238287,
"ffwd30_20": 0.35930025127500903,
"ffwd60_30": 0.3823850346041134,
"ffwd90_30": 0.436913058217125,
"ffwd90_60": 0.5085817041519953,
"ffwd180_90": 0.33313272142529887,
"ffexErn30_20": 0.35930025127500903,
"ffexErn60_30": 0.3741581944519302,
"ffexErn90_30": 0.3537940444917674,
"ffexErn90_60": 0.3272625300008956,
"ffexErn180_90": 0.3189512051431234,
"fbfwd30_20": 1.0294,
"fbfwd60_30": 1.0482007524729835,
"fbfwd90_30": 1.092444932070851,
"fbfwd90_60": 1.176639252333471,
"fbfwd180_90": 0.9441095138934165,
"fbfexErn30_20": 1.0294,
"fbfexErn60_30": 1.0390886832403006,
"fbfexErn90_30": 1.0135974182121024,
"fbfexErn90_60": 0.969229357504,
"fbfexErn180_90": 0.9655062423901926,
"impliedEarningsMove": 0.06817382473105867,
"quoteDate": "2020-08-20T19:32:23Z",
"updatedAt": "2020-08-20T19:32:30Z"
}
]
}